ChangePriceLevel Struct Reference

#include <ChangePriceLevel.h>

Public Types
enum	{ messageType = 's' }

Public Member Functions
	ChangePriceLevel ()
	ChangePriceLevel (const char *data, size_t dataSize)
void	deserialize (const char *data, size_t dataSize)
void	reset ()
std::string	toString () const

Public Attributes
MarketId	marketId
Side::Enum	side
char	priceLevelPosition
Price	price
int	quantity
short	orderCount
int	impliedQuantity
short	impliedOrderCount
DateTime	timestamp

Detailed Description

Definition at line 36 of file ChangePriceLevel.h.

Member Enumeration Documentation

anonymous enum

Message type constant.

Enumerator
messageType

Definition at line 39 of file ChangePriceLevel.h.

Constructor & Destructor Documentation

ChangePriceLevel

(

)

Default constructor.

ChangePriceLevel	(	const char *	data,
		size_t	dataSize
	)

Initialize from raw message data.

Member Function Documentation

void deserialize	(	const char *	data,
		size_t	dataSize
	)

Deserialize from raw data.

void reset

(

)

Reset all fields to default values.

std::string toString

(

)

const

Returns string representation.

Member Data Documentation

short impliedOrderCount

Number of implied orders at the price level.

Definition at line 64 of file ChangePriceLevel.h.

int impliedQuantity

Quantity that were implied.

Definition at line 61 of file ChangePriceLevel.h.

MarketId marketId

Unique identifier of the market.

Definition at line 42 of file ChangePriceLevel.h.

short orderCount

Number of all orders at the price level.

Definition at line 58 of file ChangePriceLevel.h.

Price price

Value of price for the level. OrderPriceDenominator for the market should be applied to get the real price.

Definition at line 52 of file ChangePriceLevel.h.

char priceLevelPosition

Position of the price level.

Definition at line 48 of file ChangePriceLevel.h.

int quantity

Total quantity at the price level.

Definition at line 55 of file ChangePriceLevel.h.

Side::Enum side

Indicates whether it's bid or offer.

Definition at line 45 of file ChangePriceLevel.h.

DateTime timestamp

Timestamp of last update used to derive the price level message. The format is nanoseconds since Jan 1st, 1970, 00:00:00 GMT. The nanosecond part is currently 000 and might be supported later.

Definition at line 69 of file ChangePriceLevel.h.

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The documentation for this struct was generated from the following file:

• OnixS/ICE/iMpact/MarketData/Messages/ChangePriceLevel.h